Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47329.16 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45929.57 Kr¶

PnL: ---------------------------------------> -959.0 Kr¶

DD now: ---------------------------------> -2.675 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 09:14:40.063873'

Anic Portfolio¶

Today¶

Return: 0.041 %¶

This Week¶

Return: -1.218 %¶

Total¶

Return: 54.944 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -2.180000 773.600000 100.600000 14.950000 673.000000
SAAB B 8 -0.600000 3422.400000 45.400000 1.340000 3377.000000
Nordea Bank Abp 29 0.420000 3497.980000 43.980000 1.270000 3453.999992
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.230000 390.700000 35.700000 10.060000 355.000000
Resurs Holding 22 0.330000 595.760000 21.760000 3.790000 573.999998
Corem Property Group B 59 -0.100000 598.260000 21.260000 3.680000 576.999999
AcadeMedia 12 -0.210000 577.440000 20.440000 3.670000 557.000004
Norva24 Group 16 1.270000 560.960000 17.960000 3.310000 543.000000
OEM International B 7 -0.260000 544.600000 16.600000 3.140000 527.999997
Eastnine 4 0.630000 507.200000 16.200000 3.300000 491.000000
Swedbank A 3 0.700000 579.900000 15.900000 2.820000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -0.620000 541.400000 14.400000 2.730000 527.000000
Securitas B 6 0.620000 579.720000 9.720000 1.710000 570.000000
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.200000 1.200000 0.490000 246.000000
Coor Service Management Hold. 8 -0.520000 532.800000 0.800000 0.150000 532.000000
Handelsbanken A 5 0.510000 542.750000 -3.250000 -0.600000 546.000000
Boozt 12 -1.440000 1647.600000 -6.400000 -0.390000 1653.999996
Midsona B 63 0.550000 571.410000 -11.590000 -1.990000 582.999984
Essity B 2 0.510000 552.000000 -22.000000 -3.830000 574.000000
CTEK 13 -3.720000 510.900000 -23.100000 -4.330000 533.999999
International Petroleum Corp. 5 2.450000 565.500000 -29.070000 -4.890000 594.565215
Essity A 4 0.550000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 0.370000 2813.200000 -157.800000 -5.310000 2971.000006
OX2 18 -1.210000 1401.300000 -262.700000 -15.790000 1663.999992
Axfood 13 0.040000 3469.700000 -286.300000 -7.620000 3756.000001
Ovzon 52 -0.190000 2771.600000 -590.400000 -17.560000 3361.999992
TOTAL 45929.570000 -959.000000 -2.67475% 46888.564618

Updated:¶

'2023-01-27 09:14:52.856278'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶